This Gist hosts the code from my talk and brief coding session at Plotcon.
- tick data server with ZeroMQ
- tick data client with ZeroMQ
- tick data plotting with plotly
- Flask app embedding the streaming plot
Slides under http://hilpisch.com/plotcon.pdf
Last active
September 19, 2018 18:51
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Code from Plotcon, 04. May 2017, Oakland
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| # | |
| # Tick Data Server | |
| # | |
| import zmq | |
| import time | |
| import random | |
| context = zmq.Context() | |
| socket = context.socket(zmq.PUB) | |
| socket.bind('tcp://0.0.0.0:5555') | |
| AMZN = 100. | |
| while True: | |
| AMZN += random.gauss(0, 1) * 0.5 | |
| msg = 'AMZN %s' % AMZN | |
| socket.send_string(msg) | |
| print(msg) | |
| time.sleep(random.random() * 2) |
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| # | |
| # Tick Data Client | |
| # | |
| import zmq | |
| import datetime | |
| context = zmq.Context() | |
| socket = context.socket(zmq.SUB) | |
| socket.connect('tcp://0.0.0.0:5555') | |
| socket.setsockopt_string(zmq.SUBSCRIBE, '') | |
| while True: | |
| msg = socket.recv_string() | |
| t = datetime.datetime.now() | |
| print(str(t) + ' | ' + msg) |
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| # | |
| # Tick Data Plot | |
| # | |
| import zmq | |
| import datetime | |
| import plotly.plotly as ply | |
| from plotly.graph_objs import * | |
| import plotly.tools as pls | |
| stream_ids = pls.get_credentials_file()['stream_ids'] | |
| # socket | |
| context = zmq.Context() | |
| socket = context.socket(zmq.SUB) | |
| socket.connect('tcp://0.0.0.0:5555') | |
| socket.setsockopt_string(zmq.SUBSCRIBE, '') | |
| # plotly | |
| s = Stream(maxpoints=100, token=stream_ids[0]) | |
| t = Scatter(x=[], y=[], name='tick data', mode='lines+markers', stream=s) | |
| d = Data([t]) | |
| l = Layout(title='Tick Data Stream') | |
| f = Figure(data=d, layout=l) | |
| ply.plot(f, filename='plotcon', auto_open=True) | |
| st = ply.Stream(stream_ids[0]) | |
| st.open() | |
| while True: | |
| msg = socket.recv_string() | |
| t = datetime.datetime.now() | |
| sym, value = msg.split() | |
| print(str(t) + ' | ' + msg) | |
| st.write({'x': t, 'y': float(value)}) |
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| # | |
| # Flask Hello World | |
| # | |
| from flask import Flask | |
| app = Flask(__name__) | |
| @app.route('/') | |
| def hello_world(): | |
| return '<iframe src="https://plot.ly/~yves/1041/tick-data-stream/" width="750px" height="550px"></iframe>' | |
| if __name__ == '__main__': | |
| app.run(port=9999, debug=True) |
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